A two stage shrinkage testimator for the mean of an exponential distribution

DOI10.1080/03610928708829474zbMath0621.62026OpenAlexW2083502659WikidataQ29395126 ScholiaQ29395126MaRDI QIDQ3757158

V. B. Waikar, S. R. Adke, F. J. Schuurmann

Publication date: 1987

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928708829474

zbMATH Keywords

exponential distributionmean squared errorbiasefficient estimationprior knowledgeweighting factorunknown meantestimatorinitial estimate

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Point estimation (62F10)

Related Items (9)

SLOPE is adaptive to unknown sparsity and asymptotically minimax ⋮ On two stage shrinkage testimation for exponential ⋮ A note on shrinkage factors in two stage testimation ⋮ Shrinkage testimators for the shape parameter of weibull distributin under type ii censoring ⋮ Two-stage james-stein estimators of the mean based on prior knowledge ⋮ On the efficiency of a testimator for the mean of an inverse Gaussian distribution ⋮ On testimating the weibull shape parameter ⋮ Shrinkage estimation in exponential type-II censored data under LINEX loss ⋮ On the efficiency of a testimator for the weibull shape parameter

Cites Work

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• Use of Some a Priori Knowledge in the Estimation of Means from Double Samples
• Adaptive Robust Procedures: A Partial Review and Some Suggestions for Future Applications and Theory
• On a Two-Stage Estimate of the Mean
• Non-Optimality of Preliminary-Test Estimators for the Mean of a Multivariate Normal Distribution

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